Long and short-run effects of mode-wise trade volume on nifty returns : a VECM model approach
Janani Ravinagarajan, Sharon Sophia
| Year of publication: |
2023
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|---|---|
| Authors: | Ravinagarajan, Janani ; Sophia, Sharon |
| Published in: |
Finance India : the quarterly journal of Indian Institute of Finance. - Greater Noida, UP : [Verlag nicht ermittelbar], ISSN 0970-3772, ZDB-ID 1130817-5. - Vol. 37.2023, 2, p. 443-462
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| Subject: | Trading | Machine Trade | Volume | Volume-return | Soups | NSE | India | Indien | Handelsvolumen der Börse | Trading volume | ARCH-Modell | ARCH model | Schätzung | Estimation |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014420159